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# Ismor Fischer, 4/21/2011

## A3. Statistical Inference

Hypothesis Testing for General Population Parameters
POPULATION
H0: = 0

Null Hypothesis

## (e.g., , , in the one sample case;

1 2, 1 2, 12 / 22 in the two
sample case) of a random variable X.
2

## 0 is a conjectured value of the parameter in

the null hypothesis. In the two sample case for
means and proportions, this value is often chosen
to be zero if, as in a clinical trial, we are attempting
to detect any statistically significant difference
between the two groups (at some predetermined
significance level ). For the ratio of variances
between two groups, this value is usually one, to
test for equivariance.

SAMPLE
Once a suitable random sample (or two or more, depending on the application) has been selected, the
observed data can be used to compute a point estimate that approximates the parameter above.
For example, for single sample estimates, we take = x , = p, 2 = s2; for two samples, take
1 2 = x1 x2 , 1 2 = p1 p2, 12 / 2 2 = s12 / s22. This sample-based statistic is then used to
test the null hypothesis in a procedure known as statistical inference. The fundamental question:
At some pre-determined significance level , does the sample estimator provide sufficient

experimental evidence to reject the null hypothesis that the parameter value is equal to 0, i.e., is there a
statistically significant difference between the two? If not, then this can be interpreted as having
evidence in support of the null hypothesis, and we can tentatively accept it, bearing further empirical
evidence; see THE BIG PICTURE. In order to arrive at the correct decision rule for the mean(s) and
proportion(s) [subtleties exist in the case of the variance(s)], we need to calculate the following object(s):
margin of error

## Confidence Interval endpoints = critical value standard error

(If 0 is inside, then accept null hypothesis. If 0 is outside, then reject null hypothesis.)

## Acceptance Region endpoints = 0 critical value standard error

(If is inside, then accept null hypothesis. If is outside, then reject null hypothesis.)

Test Statistic =

## , which is used to calculate the p-value of the experiment.

standard error
(If p-value > , then accept null hypothesis. If p-value < , then reject null hypothesis.)

The appropriate critical values and standard errors can be computed from the following tables,
assuming that the variable X is normally distributed. (Details can be found in previous notes.)

One Sample

MARGIN OF ERROR
POPULATION
PARAMETER
Null Hypothesis
H0: = 0

Proportion

CRITICAL VALUE
(2-sided) 1

s/ n

## n 30 also, n 15 and n(1) 15:

X n 30: z /2 ~ N(0, 1)

(= p) = n ,
For Confidence Interval: (1 ) n
n < 30: Use X ~ Bin(n,).
For Acceptance Region, p-value:
where
(not explicitly covered)
X = # Successes
0 (1 0 ) n

H0: = 0

## Two Independent Samples

Null Hypothesis Point Estimate
H0: 1 2 = 0
1 2

## Two Paired Samples

CRITICAL VALUE
(2-sided) 1
n1, n2 30:
tn1 + n2 2, / 2 or z /2

Means 2

STANDARD ERROR
(estimate) 2

xi n 30: tn1, /2 or z /2
Any n:
= x = n
n < 30: tn1, /2 only

H0: = 0

Mean 2

SAMPLE
STATISTIC
Point Estimate
= f(x ,, x )

H0: 1 2 = 0

x1 x2

1 2

STANDARD ERROR
(estimate) 2
n1, n2 30:
s12 / n1 + s22 / n2

## n1, n2 < 30: Is 12 = 22 ? n1, n2 < 30:

Informal: 1/4 < s12/s22 < 4 ?
spooled2 1 / n1 + 1 / n2
Yes tn1 + n2 2, / 2
(n 1) s12 + (n2 1) s22
where spooled2 = 1
n1 + n 2 2
No Satterwaithes Test
n1, n2 30 also, (see criteria above):
n , n 30: z
1

Proportions H0: 1 2 = 0

/2

## (or use Chi-squared Test) For Confidence Interval:

1 (1 1 ) n1 + 2 (1 2 ) n2
n1, n2 < 30:
For Acceptance Region, p-value:

## Fishers Exact Test

(not explicitly covered)

pooled (1 pooled ) 1 n1 + 1 n2
where pooled = (X 1 + X 2) / (n1 + n2)

k samples
Means
Proportions

(k 2)
Null Hypothesis
H0: 1 = 2 = = k
H0: 1 = 2 = = k
H0: 1 = 2 = = k

Independent
F-test (ANOVA)
Chi-squared Test

## Dependent (not covered)

Repeated Measures, Blocks
Other techniques

## For 1-sided hypothesis tests, replace /2 by .

For Mean(s): If normality is established, use the true standard error if known either / n or

## 1 /n1 + 2 /n2 with the

2

Z-distribution. If normality is not established, then use a transformation, or a nonparametric Wilcoxon Test on the median(s).
3

For Paired Means: Apply the appropriate one sample test to the pairwise differences D = X Y.
For Paired Proportions: Apply McNemars Test, a matched version of the 2 2 Chi-squared Test.

## HOW TO USE THESE TABLES

The preceding page consists of three tables that are divided into general statistical inference formulas for hypothesis tests
of means and proportions, for one sample, two samples, and k 2 samples, respectively. The first two tables for 2-sided
Z- and t- tests can be used to calculate the margin of error = critical value standard error for acceptance/rejection
regions and confidence intervals. Column 1 indicates the general form of the null hypothesis H0 for the relevant
parameter value, Column 2 shows the form of the sample-based parameter estimate (a.k.a., statistic), Column 3 shows
the appropriate distribution and corresponding critical value, and Column 4 shows the corresponding standard error
estimate (if the exact standard error is unknown).

Pay close attention to the footnotes in the tables, and refer back to previous notes for details and examples!

Two-sided alternative

To calculate

## To reject H0, ask

Confidence Limits:

## Column 2 (Column 3)(Column 4)

Is Column 1 outside?

Acceptance Region:

## Column 1 (Column 3)(Column 4)

Is Column 2 outside?

Column 2 Column 1
Column 4

Test Statistic:

## (Z-score for large samples,

T-score for small samples)
2 P(Z > |Z-score|), or equivalently, 2 P(Z < |Z-score|), for large samples
p-value =
2 P(Tdf > |T-score|), or equivalently, 2 P(Tdf < |T-score|), for small samples

Example:
= .05

0
p .001
extremely
significant

p .005
strongly
significant

p .01
moderately
significant

Reject H0

p .05
borderline
significant

p .10
not significant

Accept H0

To calculate

## To reject H0, ask

Confidence Interval:

## Column 2 (Column 3)(Column 4)

Is Column 1 outside?

Acceptance Region:

## Column 1 + (Column 3)(Column 4)

Is Column 2 outside?

Column 2 Column 1
Column 4

## Is the p-value < ?

Test Statistic:
(Z-score for large samples,
T-score for small samples)

## P(Z > Z-score), for large samples

p-value =
P(Tdf > T-score), for small samples

To calculate

## To reject H0, ask

Confidence Interval:

## Column 2 + (Column 3)(Column 4)

Is Column 1 outside?

Acceptance Region:

## Column 1 (Column 3)(Column 4)

Is Column 2 outside?

Column 2 Column 1
Column 4

## Is the p-value < ?

Test Statistic:
(Z-score for large samples,
T-score for small samples)

## P(Z < Z-score), for large samples

p-value =
P(Tdf < T-score), for small samples

* The formulas in the tables are written for 2-sided tests only, and must be modified for 1-sided tests, by
changing /2 to . Also, recall that the p-value is always determined by the direction of the corresponding
alternative hypothesis (either < or > in a 1-sided test, both in a 2-sided test).

## THE BIG PICTURE

STATISTICS AND THE SCIENTIFIC METHOD

http://www.nasa.gov/vision/universe/starsgalaxies/hubble_UDF.html

If, over time, a particular null hypothesis is continually accepted (as in a statistical meta-analysis of
numerous studies, for example), then it may eventually become formally recognized as an established
scientific fact. When sufficiently many such interrelated facts are collected and the connections
between them understood in a coherently structured way, the resulting organized body of truths is often
referred to as a scientific theory such as the Theory of Relativity, the Theory of Plate Tectonics, or
the Theory of Natural Selection. It is the ultimate goal of a scientific theory to provide an objective
description of some aspect, or natural law, of the physical universe, such as the Law of Gravitation,
Laws of Thermodynamics, Mendels Laws of Genetic Inheritance, etc.